| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
6,896.0 |
6,901.5 |
5.5 |
0.1% |
6,706.0 |
| High |
6,930.0 |
6,964.5 |
34.5 |
0.5% |
6,964.5 |
| Low |
6,866.0 |
6,886.5 |
20.5 |
0.3% |
6,688.5 |
| Close |
6,914.0 |
6,956.5 |
42.5 |
0.6% |
6,956.5 |
| Range |
64.0 |
78.0 |
14.0 |
21.9% |
276.0 |
| ATR |
115.6 |
112.9 |
-2.7 |
-2.3% |
0.0 |
| Volume |
223,793 |
172,122 |
-51,671 |
-23.1% |
907,824 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,169.8 |
7,141.2 |
6,999.4 |
|
| R3 |
7,091.8 |
7,063.2 |
6,978.0 |
|
| R2 |
7,013.8 |
7,013.8 |
6,970.8 |
|
| R1 |
6,985.2 |
6,985.2 |
6,963.7 |
6,999.5 |
| PP |
6,935.8 |
6,935.8 |
6,935.8 |
6,943.0 |
| S1 |
6,907.2 |
6,907.2 |
6,949.4 |
6,921.5 |
| S2 |
6,857.8 |
6,857.8 |
6,942.2 |
|
| S3 |
6,779.8 |
6,829.2 |
6,935.1 |
|
| S4 |
6,701.8 |
6,751.2 |
6,913.6 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,697.8 |
7,603.2 |
7,108.3 |
|
| R3 |
7,421.8 |
7,327.2 |
7,032.4 |
|
| R2 |
7,145.8 |
7,145.8 |
7,007.1 |
|
| R1 |
7,051.2 |
7,051.2 |
6,981.8 |
7,098.5 |
| PP |
6,869.8 |
6,869.8 |
6,869.8 |
6,893.5 |
| S1 |
6,775.2 |
6,775.2 |
6,931.2 |
6,822.5 |
| S2 |
6,593.8 |
6,593.8 |
6,905.9 |
|
| S3 |
6,317.8 |
6,499.2 |
6,880.6 |
|
| S4 |
6,041.8 |
6,223.2 |
6,804.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,964.5 |
6,688.5 |
276.0 |
4.0% |
81.7 |
1.2% |
97% |
True |
False |
181,564 |
| 10 |
6,964.5 |
6,483.0 |
481.5 |
6.9% |
99.0 |
1.4% |
98% |
True |
False |
159,510 |
| 20 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
116.5 |
1.7% |
74% |
False |
False |
82,308 |
| 40 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
82.9 |
1.2% |
74% |
False |
False |
41,593 |
| 60 |
7,120.0 |
6,483.0 |
637.0 |
9.2% |
78.4 |
1.1% |
74% |
False |
False |
28,019 |
| 80 |
7,120.0 |
6,331.0 |
789.0 |
11.3% |
75.9 |
1.1% |
79% |
False |
False |
21,701 |
| 100 |
7,120.0 |
6,331.0 |
789.0 |
11.3% |
72.2 |
1.0% |
79% |
False |
False |
17,569 |
| 120 |
7,120.0 |
6,160.0 |
960.0 |
13.8% |
68.2 |
1.0% |
83% |
False |
False |
14,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,296.0 |
|
2.618 |
7,168.7 |
|
1.618 |
7,090.7 |
|
1.000 |
7,042.5 |
|
0.618 |
7,012.7 |
|
HIGH |
6,964.5 |
|
0.618 |
6,934.7 |
|
0.500 |
6,925.5 |
|
0.382 |
6,916.3 |
|
LOW |
6,886.5 |
|
0.618 |
6,838.3 |
|
1.000 |
6,808.5 |
|
1.618 |
6,760.3 |
|
2.618 |
6,682.3 |
|
4.250 |
6,555.0 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,946.2 |
6,922.6 |
| PP |
6,935.8 |
6,888.7 |
| S1 |
6,925.5 |
6,854.8 |
|